| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
2,271.25 |
2,270.75 |
-0.50 |
0.0% |
2,329.50 |
| High |
2,284.25 |
2,274.50 |
-9.75 |
-0.4% |
2,376.75 |
| Low |
2,264.25 |
2,243.25 |
-21.00 |
-0.9% |
2,282.00 |
| Close |
2,270.00 |
2,244.25 |
-25.75 |
-1.1% |
2,284.00 |
| Range |
20.00 |
31.25 |
11.25 |
56.3% |
94.75 |
| ATR |
32.19 |
32.12 |
-0.07 |
-0.2% |
0.00 |
| Volume |
11,109 |
16,551 |
5,442 |
49.0% |
3,463 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,347.75 |
2,327.25 |
2,261.50 |
|
| R3 |
2,316.50 |
2,296.00 |
2,252.75 |
|
| R2 |
2,285.25 |
2,285.25 |
2,250.00 |
|
| R1 |
2,264.75 |
2,264.75 |
2,247.00 |
2,259.50 |
| PP |
2,254.00 |
2,254.00 |
2,254.00 |
2,251.25 |
| S1 |
2,233.50 |
2,233.50 |
2,241.50 |
2,228.00 |
| S2 |
2,222.75 |
2,222.75 |
2,238.50 |
|
| S3 |
2,191.50 |
2,202.25 |
2,235.75 |
|
| S4 |
2,160.25 |
2,171.00 |
2,227.00 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.50 |
2,536.00 |
2,336.00 |
|
| R3 |
2,503.75 |
2,441.25 |
2,310.00 |
|
| R2 |
2,409.00 |
2,409.00 |
2,301.25 |
|
| R1 |
2,346.50 |
2,346.50 |
2,292.75 |
2,330.50 |
| PP |
2,314.25 |
2,314.25 |
2,314.25 |
2,306.25 |
| S1 |
2,251.75 |
2,251.75 |
2,275.25 |
2,235.50 |
| S2 |
2,219.50 |
2,219.50 |
2,266.75 |
|
| S3 |
2,124.75 |
2,157.00 |
2,258.00 |
|
| S4 |
2,030.00 |
2,062.25 |
2,232.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.50 |
2,243.25 |
88.25 |
3.9% |
28.50 |
1.3% |
1% |
False |
True |
6,609 |
| 10 |
2,376.75 |
2,243.25 |
133.50 |
5.9% |
33.25 |
1.5% |
1% |
False |
True |
3,455 |
| 20 |
2,411.50 |
2,243.25 |
168.25 |
7.5% |
33.50 |
1.5% |
1% |
False |
True |
1,843 |
| 40 |
2,423.00 |
2,243.25 |
179.75 |
8.0% |
30.50 |
1.4% |
1% |
False |
True |
1,040 |
| 60 |
2,423.00 |
2,185.00 |
238.00 |
10.6% |
31.75 |
1.4% |
25% |
False |
False |
718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.25 |
|
2.618 |
2,356.25 |
|
1.618 |
2,325.00 |
|
1.000 |
2,305.75 |
|
0.618 |
2,293.75 |
|
HIGH |
2,274.50 |
|
0.618 |
2,262.50 |
|
0.500 |
2,259.00 |
|
0.382 |
2,255.25 |
|
LOW |
2,243.25 |
|
0.618 |
2,224.00 |
|
1.000 |
2,212.00 |
|
1.618 |
2,192.75 |
|
2.618 |
2,161.50 |
|
4.250 |
2,110.50 |
|
|